Bootstrapping autoregressive processes with possible unit roots

被引：60

作者：

Inoue, A ^{[1
]}

Kilian, L

机构：

[1] N Carolina State Univ, Dept Agr & Resource Econ, Raleigh, NC 27695 USA

[2] Univ Michigan, Dept Econ, Ann Arbor, MI 48109 USA

来源：

ECONOMETRICA | 2002年 / 70卷 / 01期

关键词：

D O I：

10.1111/1468-0262.00281

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：377 / 391

页数：15

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